STRATEGY VWAP MOMENTUM

20251022 (Wednesday, DoW=3)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 10

Periodo: 2025-10-22 05:58:00 - 2025-10-22 22:36:00

Exposure Days: 1

Trades per Day: 10.00

Avg Duration: 90.00 min

Median Duration: 58.50 min

PERFORMANCE

Total Profit: $3,345.00

Avg Profit: $334.50

Median Profit: $-327.50

Std Profit: $1,920.00

Profit Factor: 1.50

WIN/LOSS

Win Rate: 40.0%

Winners / Losers: 4 / 6 (Ratio: 1:2)

Gross Profit: $10,000.00

Gross Loss: $-6,655.00

Avg Winner: $2,500.00

Avg Loser: $-1,109.17

Avg Winner / Avg Loser: (Ratio: 1:2.25)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-3,000.00

Sharpe Ratio: 0.17

Sortino Ratio: 0.54

Ulcer Index: 66.06

EXIT REASONS

TARGET exits: 4 (40.0%)

STOP exits: 4 (40.0%)

EOD exits: 0 (0.0%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $345.00

Avg P&L: $86.25

SHORT ENTRIES (SELL)

Total SHORT: 6

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $3,000.00

Avg P&L: $500.00

CUMULATIVE P&L